-46.8%
SITM vs PLTD
-34.3%
-12.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -5.1% |
| 7D | +6.6% | -4.8% | +11.4% | +5.8% |
| 30D | -15.3% | +16.9% | -32.2% | -13.7% |
| 3M | -35.4% | +2.6% | -38.0% | -34.1% |
| 6M | -46.8% | -36.2% | -10.5% | -47.2% |
| All | -46.8% | -34.3% | -12.4% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded PLTD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling